Companies by Sharpe Ratio
The list of 7999 companies ranked by Sharpe Ratio. The Sharpe Ratio measures risk-adjusted return - it shows how much excess return you receive for the extra volatility of holding a riskier asset. Higher is better, as it means more return per unit of risk. There is also such a data: EPS growth, P/E and forward P/E ratio, PEG, free cash flow and dividend yield, performance, beta ratio and others.
Total Market Cap: $106T
Rank | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Average | (750 / 7,999 stocks) | +19.69% | 29.04 | 20.91 | 0.34 | 2.49% | 1.30% | +13.94% | +26.43% | 1.30 | ||||||||
701 | ENB | Enbridge Inc | $56.40 | $123B | 1.52 | Oil & Gas Midstream | Energy | -1.99% | 24.45 | 26.67 | 2.19 | 1.11% | 6.76% | 63 | -6.49% | $53 | +14.96% | 0.15 |
702 | EPD | Enterprise Products Partners L P | $38.83 | $85B | 1.52 | Oil & Gas Midstream | Energy | +9.59% | 14.38 | 13.57 | 10.88 | 4.80% | 5.68% | 66 | +5.97% | $41 | +18.77% | 0.28 |
703 | NMR | Nomura Holdings Inc | $9.77 | $29B | 1.52 | Capital Markets | Financial Services | +15.09% | 12.49 | 15.38 | 5.47 | -26.46% | 3.30% | 50 | +4.40% | $10 | +18.26% | 1.24 |
704 | TFII | TFI International Inc | $152.12 | $13B | 1.52 | Trucking | Industrials | +0.64% | 38.67 | 28.49 | N/A | 5.73% | 1.20% | 75 | +11.10% | $169 | +9.41% | 1.04 |
705 | GGB | Gerdau S.A. | $4.77 | $9.45B | 1.52 | Steel | Basic Materials | -19.76% | 30.59 | 6.92 | 90.95 | 4.77% | 2.67% | 75 | +18.24% | $5.64 | +8.66% | 1.06 |
706 | MSM | MSC Industrial Direct Co. Inc - Class A | $125.83 | $7.11B | 1.52 | Industrial Distribution | Industrials | -4.43% | 30.67 | 24.69 | 5.06 | 3.09% | 2.73% | 52 | +3.20% | $130 | +11.91% | 0.83 |
707 | CMBT | Euronav NV | $15.62 | $4.45B | 1.52 | Oil & Gas Midstream | Energy | +18.02% | 7.77 | 14.43 | N/A | -11.93% | 5.22% | 75 | +24.56% | $19 | +21.28% | 0.64 |
708 | CELC | Celcuity Inc | $88.34 | $4.36B | 1.52 | Biotechnology | Healthcare | +36.83% | N/A | N/A | N/A | -3.97% | N/A | 79 | +85.02% | $163 | +32.91% | 1.09 |
709 | CTOS | Custom Truck One Source Inc | $10.88 | $2.38B | 1.52 | Rental & Leasing Services | Industrials | N/A | N/A | 68.97 | N/A | 11.67% | N/A | 70 | +5.70% | $12 | 0.00% | 1.61 |
710 | NKTR | Nektar Therapeutics | $69.36 | $1.71B | 1.52 | Biotechnology | Healthcare | -24.01% | N/A | 34.01 | 0.31 | -11.89% | N/A | 75 | +120.91% | $153 | -22.47% | 1.81 |
711 | OPI | Office Properties Income Trust Common shares of beneficial interest | $18.06 | $1.34B | 1.52 | N/A | N/A | N/A | N/A | N/A | N/A | -2.31% | N/A | N/A | N/A | N/A | 0.00% | N/A |
712 | REPL | Replimune Group Inc | $10.46 | $889M | 1.52 | Biotechnology | Healthcare | +16.21% | N/A | N/A | N/A | -31.53% | N/A | 56 | +2.01% | $11 | -20.53% | 0.77 |
713 | NGS | Natural Gas Services Group Inc | $38.87 | $498M | 1.52 | Oil & Gas Equipment & Services | Energy | N/A | 21.93 | 11.88 | 0.62 | -10.61% | 0.81% | N/A | +43.22% | $56 | +32.62% | 1.17 |
714 | FLXS | Flexsteel Industries Inc | $75.19 | $401M | 1.52 | Furnishings, Fixtures & Appliances | Consumer Cyclical | N/A | 12.85 | 14.93 | 0.11 | 9.65% | 1.07% | 75 | -6.24% | $71 | +18.39% | 1.11 |
715 | PRLD | Prelude Therapeutics Inc | $3.93 | $324M | 1.52 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -13.52% | N/A | 83 | +103.56% | $8 | -35.07% | 1.85 |
716 | FNWD | Finward Bancorp | $44.60 | $194M | 1.52 | Banks - Regional | Financial Services | -13.09% | 19.63 | 12.45 | 1.72 | 8.53% | 1.32% | 62 | -11.43% | $40 | +3.25% | 0.28 |
717 | FNWB | First Northwest Bancorp | $11.90 | $114M | 1.52 | Banks - Regional | Financial Services | -9.35% | 23.45 | N/A | N/A | 17.37% | 0.70% | 87 | +11.34% | $13 | -7.31% | 0.37 |
718 | RMCOW | Royalty Management Holding Corporation Warrant | $0.14 | N/A | 1.52 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.55 |
719 | DVXE | DEVX ENERGY INC | $40.33 | N/A | 1.52 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
720 | TX | Ternium S.A. | $47.14 | $9.08B | 1.51 | Steel | Basic Materials | -13.81% | 15.92 | 9.17 | 0.13 | -0.71% | 4.76% | 69 | +13.32% | $53 | +7.82% | 0.78 |
721 | ARCB | ArcBest Corp | $156.99 | $3.56B | 1.51 | Trucking | Industrials | +1.13% | 54.17 | 22.99 | 0.50 | 4.21% | 0.30% | 64 | +8.98% | $171 | +22.78% | 1.57 |
722 | LILA | Liberty Latin America Ltd - Class A | $7.46 | $2.19B | 1.51 | Telecom Services | Communication Services | N/A | N/A | 15.87 | N/A | 37.64% | N/A | 66 | +35.08% | $10 | -3.06% | 0.62 |
723 | PDFS | PDF Solutions Inc | $52.35 | $2.13B | 1.51 | Software - Application | Technology | N/A | 295.39 | 70.42 | 0.78 | -0.84% | N/A | 75 | +18.66% | $62 | +23.94% | 1.91 |
724 | PDS | Precision Drilling Corp | $85.68 | $1.11B | 1.51 | Oil & Gas Drilling | Energy | -33.68% | N/A | 15.08 | 33.32 | 9.53% | N/A | 80 | +18.32% | $101 | +20.95% | 0.98 |
725 | ASC | Ardmore Shipping Corp | $16.58 | $654M | 1.51 | Marine Shipping | Industrials | N/A | 15.95 | 3.39 | N/A | 12.48% | 3.99% | 75 | +21.53% | $20 | +41.66% | 0.42 |
726 | AVTX | Avalo Therapeutics Inc | $17.76 | $404M | 1.51 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -12.74% | N/A | 78 | +151.63% | $45 | -70.69% | 0.51 |
727 | AVBH | Avidbank Holdings Inc | $31.86 | $348M | 1.51 | Banks - Regional | Financial Services | N/A | N/A | N/A | N/A | 12.33% | N/A | 81 | +13.78% | $36 | +7.44% | 0.35 |
728 | SILC | Silicom Ltd | $42.27 | $253M | 1.51 | Communication Equipment | Technology | N/A | N/A | 10.72 | 1.41 | -1.33% | N/A | 50 | +41.94% | $60 | +0.08% | 0.98 |
729 | IRD | Ocuphire Pharma Inc | $2.92 | $218M | 1.51 | Biotechnology | Healthcare | -23.64% | N/A | 12.00 | N/A | -17.90% | N/A | 79 | +261.64% | $11 | -6.92% | 0.96 |
730 | LNGX | GLOBAL X U.S. NATURAL GAS ETF | $44.03 | N/A | 1.51 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
731 | NE-WS-A | Noble Corporation plc Tranche 2 Warrants | $19.85 | N/A | 1.51 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 2.32 |
732 | JVSAR | JVSPAC Acquisition Corp | $0.87 | N/A | 1.51 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
733 | SCCO | Southern Copper Corporation | $182.22 | $161B | 1.50 | Copper | Basic Materials | +22.48% | 35.33 | 38.76 | 0.82 | 2.56% | 1.88% | 29 | -7.96% | $168 | +30.31% | 1.48 |
734 | ALAB | Astera Labs Inc | $326.97 | $57B | 1.50 | Semiconductors | Technology | N/A | 209.32 | 108.70 | 0.39 | 0.60% | N/A | 74 | -9.16% | $297 | 0.00% | 2.64 |
735 | GL | Globe Life Inc | $170.96 | $17B | 1.50 | Insurance - Life | Financial Services | +13.91% | 14.81 | 11.74 | 0.95 | 7.26% | 0.62% | 77 | +11.88% | $191 | +13.81% | 0.65 |
736 | CYTK | Cytokinetics Inc | $81.92 | $10B | 1.50 | Biotechnology | Healthcare | +27.73% | N/A | 117.65 | N/A | -5.42% | N/A | 80 | +31.59% | $108 | +23.05% | 0.77 |
737 | ESTA | Establishment Labs Holdings Inc | $91.10 | $2.76B | 1.50 | Medical Devices | Healthcare | +5.23% | N/A | N/A | N/A | -1.51% | N/A | 77 | +4.64% | $95 | +3.63% | 1.87 |
738 | PLBC | Plumas Bancorp. | $60.66 | $426M | 1.50 | Banks - Regional | Financial Services | +9.71% | 12.76 | 16.81 | 1.49 | 5.22% | 2.05% | 91 | +9.35% | $66 | +15.67% | 0.59 |
739 | TENX | Tenax Therapeutics Inc | $14.64 | $359M | 1.50 | Biotechnology | Healthcare | N/A | N/A | 0.30 | N/A | -10.62% | N/A | 78 | +137.36% | $35 | -65.46% | N/A |
740 | MRP-W | Millrose Properties Inc Class A WhenIssued | $30.67 | N/A | 1.50 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.89 |
741 | GS | Goldman Sachs Group Inc | $1,074.74 | $324B | 1.49 | Capital Markets | Financial Services | +6.59% | 18.12 | 16.78 | 0.67 | -12.96% | 1.61% | 54 | +3.55% | $1.11K | +26.53% | 1.41 |
742 | HWM | Howmet Aerospace Inc | $287.09 | $113B | 1.49 | Aerospace & Defense | Industrials | +45.13% | 65.91 | 54.35 | 0.95 | 1.47% | 0.17% | 76 | +8.57% | $312 | +55.17% | 1.18 |
743 | EQNR | Equinor ASA | $40.96 | $98B | 1.49 | Oil & Gas Integrated | Energy | N/A | 10.89 | 8.10 | 0.47 | 9.82% | 4.07% | 33 | -17.47% | $34 | +25.14% | 0.17 |
744 | IMVT | Immunovant Inc | $39.37 | $7.96B | 1.49 | Biotechnology | Healthcare | +18.52% | N/A | N/A | N/A | -5.11% | N/A | 70 | +19.86% | $47 | +31.56% | 1.21 |
745 | NPO | EnPro Industries Inc | $336.95 | $7.06B | 1.49 | Specialty Industrial Machinery | Industrials | +6.73% | 70.48 | 36.50 | 1.47 | -0.39% | 0.37% | 75 | +6.62% | $359 | +31.25% | 1.50 |
746 | M | Macy`s Inc | $23.33 | $6.43B | 1.49 | Department Stores | Consumer Cyclical | -12.77% | 33.04 | 10.48 | 3.11 | 22.15% | 3.11% | 50 | -2.40% | $23 | +11.15% | 1.33 |
747 | SNDX | Syndax Pharmaceuticals Inc | $21.21 | $1.95B | 1.49 | Biotechnology | Healthcare | +12.13% | N/A | N/A | N/A | -14.26% | N/A | 78 | +83.88% | $39 | +8.26% | 1.05 |
748 | CYD | China Yuchai International | $45.90 | $1.73B | 1.49 | Auto Manufacturers | Consumer Cyclical | -1.00% | 21.76 | 16.47 | 0.24 | 17.28% | 1.94% | N/A | +39.80% | $64 | +29.26% | 0.67 |
749 | SIFY | Sify Technologies Ltd | $14.17 | $1.06B | 1.49 | Telecom Services | Communication Services | N/A | N/A | 714.29 | 36.61 | 0.00% | N/A | N/A | +55.26% | $22 | -6.07% | 0.91 |
750 | CCNE | CNB Financial Corp (PA) | $33.92 | $989M | 1.49 | Banks - Regional | Financial Services | -0.35% | 14.05 | 10.12 | 1.06 | 6.84% | 2.12% | 62 | +3.92% | $35 | +11.25% | 0.81 |